The banking sector faces increasing pressure to balance financial performance with sustainability goals amid ongoing digital transformation, regulatory reform, and societal expectations for ethical responsibility. Entrepreneurial leadership has emerged as a pivotal approach for addressing these challenges; however, the behavioral and contextual mechanisms through which it shapes sustainability remain insufficiently understood. Drawing on Social Learning Theory (SLT), this study investigates how and when entrepreneurial leadership enhances sustainable bank performance through the mediating role of employee creativity and the moderating influence of an innovation-oriented climate. A two-wave multi-source survey was conducted among 459 employees and managers from Turkish banks, and the hypothesized model was tested using structural equation modeling to ensure robust empirical validation. The results indicate that entrepreneurial leadership significantly fosters employee creativity, which serves as a critical behavioral mechanism linking leadership behaviors to sustainability-oriented outcomes. Moreover, an innovation-oriented climate strengthens both the direct effect of entrepreneurial leadership on creativity and its indirect effect on sustainable bank performance, emphasizing the contextual importance of supportive organizational environments. Theoretically, this study extends the leadership and sustainability literature by illustrating how learning and behavioral modeling processes translate leadership vision into sustainable performance. Practically, it offers actionable guidance for bank executives to develop innovation-oriented climates, empower employees’ creative engagement, and design incentive systems that align leadership behavior with sustainability imperatives, thereby enhancing resilience and long-term competitiveness.